OnixS C++ CME Streamlined Market Data Handler  1.1.0.5
API documentation
MarketDataListener Struct Reference

#include <MarketDataListener.h>

Public Member Functions

virtual void onPacket (Handler &, const PacketArgs &)
 
virtual void onEndOfPacket (Handler &, const PacketArgs &)
 
virtual void onMessage (Handler &, const AdminHeartbeat312Args &)
 
virtual void onEndOfMessage (Handler &, const AdminHeartbeat312Args &)
 
virtual void onMessage (Handler &, const AdminLogin315Args &)
 
virtual void onEndOfMessage (Handler &, const AdminLogin315Args &)
 
virtual void onMessage (Handler &, const AdminLogout316Args &)
 
virtual void onEndOfMessage (Handler &, const AdminLogout316Args &)
 
virtual void onMessage (Handler &, const IncrementalRefreshErisReferenceDataAndDailyStatistics333Args &)
 
virtual void onEndOfMessage (Handler &, const IncrementalRefreshErisReferenceDataAndDailyStatistics333Args &)
 
virtual void onMessage (Handler &, const NewsIndices339Args &)
 
virtual void onEndOfMessage (Handler &, const NewsIndices339Args &)
 
virtual void onMessage (Handler &, const IncrementalRefreshTradeBlocks340Args &)
 
virtual void onEndOfMessage (Handler &, const IncrementalRefreshTradeBlocks340Args &)
 
virtual void onMessage (Handler &, const QuoteRequest345Args &)
 
virtual void onEndOfMessage (Handler &, const QuoteRequest345Args &)
 
virtual void onMessage (Handler &, const InstrumentDefinitionIndices347Args &)
 
virtual void onEndOfMessage (Handler &, const InstrumentDefinitionIndices347Args &)
 
virtual void onMessage (Handler &, const IncrementalRefreshIndices348Args &)
 
virtual void onEndOfMessage (Handler &, const IncrementalRefreshIndices348Args &)
 
virtual void onMessage (Handler &, const IncrementalRefreshTradeBlocks349Args &)
 
virtual void onEndOfMessage (Handler &, const IncrementalRefreshTradeBlocks349Args &)
 
virtual void onMessage (Handler &, const IncrementalRefreshEris351Args &)
 
virtual void onEndOfMessage (Handler &, const IncrementalRefreshEris351Args &)
 
virtual void onMessage (Handler &, const IncrementalRefreshEris353Args &)
 
virtual void onEndOfMessage (Handler &, const IncrementalRefreshEris353Args &)
 
virtual void onMessage (Handler &, const IncrementalRefreshOTC356Args &)
 
virtual void onEndOfMessage (Handler &, const IncrementalRefreshOTC356Args &)
 
virtual void onMessage (Handler &, const InstrumentDefinitionEris363Args &)
 
virtual void onEndOfMessage (Handler &, const InstrumentDefinitionEris363Args &)
 
virtual void onMessage (Handler &, const IncrementalRefreshTradeBlocks365Args &)
 
virtual void onEndOfMessage (Handler &, const IncrementalRefreshTradeBlocks365Args &)
 
virtual void onMessage (Handler &, const IncrementalRefreshOTC366Args &)
 
virtual void onEndOfMessage (Handler &, const IncrementalRefreshOTC366Args &)
 

Detailed Description

Callbacks invoked by Handler during market data processing to reflect various stages of processing.

Definition at line 177 of file MarketDataListener.h.

Member Function Documentation

virtual void onEndOfMessage ( Handler ,
const AdminHeartbeat312Args  
)
inlinevirtual

Invoked when processing of message of AdminHeartbeat312 message has ended.

Definition at line 212 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const AdminLogin315Args  
)
inlinevirtual

Invoked when processing of message of AdminLogin315 message has ended.

Definition at line 232 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const AdminLogout316Args  
)
inlinevirtual

Invoked when processing of message of AdminLogout316 message has ended.

Definition at line 252 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const IncrementalRefreshErisReferenceDataAndDailyStatistics333Args  
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshErisReferenceDataAndDailyStatistics333 message has ended.

Definition at line 272 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const NewsIndices339Args  
)
inlinevirtual

Invoked when processing of message of NewsIndices339 message has ended.

Definition at line 292 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const IncrementalRefreshTradeBlocks340Args  
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshTradeBlocks340 message has ended.

Definition at line 312 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const QuoteRequest345Args  
)
inlinevirtual

Invoked when processing of message of QuoteRequest345 message has ended.

Definition at line 332 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const InstrumentDefinitionIndices347Args  
)
inlinevirtual

Invoked when processing of message of InstrumentDefinitionIndices347 message has ended.

Definition at line 352 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const IncrementalRefreshIndices348Args  
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshIndices348 message has ended.

Definition at line 372 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const IncrementalRefreshTradeBlocks349Args  
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshTradeBlocks349 message has ended.

Definition at line 392 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const IncrementalRefreshEris351Args  
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshEris351 message has ended.

Definition at line 412 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const IncrementalRefreshEris353Args  
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshEris353 message has ended.

Definition at line 432 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const IncrementalRefreshOTC356Args  
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshOTC356 message has ended.

Definition at line 452 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const InstrumentDefinitionEris363Args  
)
inlinevirtual

Invoked when processing of message of InstrumentDefinitionEris363 message has ended.

Definition at line 472 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const IncrementalRefreshTradeBlocks365Args  
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshTradeBlocks365 message has ended.

Definition at line 492 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const IncrementalRefreshOTC366Args  
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshOTC366 message has ended.

Definition at line 512 of file MarketDataListener.h.

virtual void onEndOfPacket ( Handler ,
const PacketArgs  
)
inlinevirtual

Invoked when processing of packet has ended.

Definition at line 192 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const AdminHeartbeat312Args  
)
inlinevirtual

Invoked when processing of AdminHeartbeat312 message has begun.

Definition at line 202 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const AdminLogin315Args  
)
inlinevirtual

Invoked when processing of AdminLogin315 message has begun.

Definition at line 222 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const AdminLogout316Args  
)
inlinevirtual

Invoked when processing of AdminLogout316 message has begun.

Definition at line 242 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const IncrementalRefreshErisReferenceDataAndDailyStatistics333Args  
)
inlinevirtual

Invoked when processing of IncrementalRefreshErisReferenceDataAndDailyStatistics333 message has begun.

Definition at line 262 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const NewsIndices339Args  
)
inlinevirtual

Invoked when processing of NewsIndices339 message has begun.

Definition at line 282 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const IncrementalRefreshTradeBlocks340Args  
)
inlinevirtual

Invoked when processing of IncrementalRefreshTradeBlocks340 message has begun.

Definition at line 302 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const QuoteRequest345Args  
)
inlinevirtual

Invoked when processing of QuoteRequest345 message has begun.

Definition at line 322 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const InstrumentDefinitionIndices347Args  
)
inlinevirtual

Invoked when processing of InstrumentDefinitionIndices347 message has begun.

Definition at line 342 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const IncrementalRefreshIndices348Args  
)
inlinevirtual

Invoked when processing of IncrementalRefreshIndices348 message has begun.

Definition at line 362 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const IncrementalRefreshTradeBlocks349Args  
)
inlinevirtual

Invoked when processing of IncrementalRefreshTradeBlocks349 message has begun.

Definition at line 382 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const IncrementalRefreshEris351Args  
)
inlinevirtual

Invoked when processing of IncrementalRefreshEris351 message has begun.

Definition at line 402 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const IncrementalRefreshEris353Args  
)
inlinevirtual

Invoked when processing of IncrementalRefreshEris353 message has begun.

Definition at line 422 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const IncrementalRefreshOTC356Args  
)
inlinevirtual

Invoked when processing of IncrementalRefreshOTC356 message has begun.

Definition at line 442 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const InstrumentDefinitionEris363Args  
)
inlinevirtual

Invoked when processing of InstrumentDefinitionEris363 message has begun.

Definition at line 462 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const IncrementalRefreshTradeBlocks365Args  
)
inlinevirtual

Invoked when processing of IncrementalRefreshTradeBlocks365 message has begun.

Definition at line 482 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const IncrementalRefreshOTC366Args  
)
inlinevirtual

Invoked when processing of IncrementalRefreshOTC366 message has begun.

Definition at line 502 of file MarketDataListener.h.

virtual void onPacket ( Handler ,
const PacketArgs  
)
inlinevirtual

Invoked when processing of packet has begun.

Definition at line 183 of file MarketDataListener.h.


The documentation for this struct was generated from the following file: